Average annual returns
Through 2025 · incl. N-PORT-derived 20251 year
17.96%
3 year
-7.95%
5 year
-17.72%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
81 months through March 31, 2026Volatility (ann.)
13.23%
Sharpe
-0.55
Sortino
-0.69
Max drawdown
-81.59%
Best month
11.87%
Worst month
-17.71%
Beta vs VTSAX
0.86
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.